+0.9%
QCOM vs XLK
+17.1%
-16.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -0.4% |
| 7D | +4.3% | +3.4% | +0.9% | +0.5% |
| 30D | -0.1% | -10.6% | +10.5% | +13.2% |
| 3M | +5.2% | -10.6% | +15.9% | +19.3% |
| 6M | -18.4% | -3.5% | -14.9% | -13.4% |
| YTD | +2.4% | +18.7% | -16.3% | -6.3% |
| 1Y | +0.9% | +19.4% | -18.5% | -8.1% |
| All | +0.9% | +17.1% | -16.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling